+738.6%
IVV vs WFC
+703.0%
+35.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | -2.7% | +1.2% | -3.9% | -3.1% |
| 30D | -5.4% | +5.2% | -10.6% | -7.0% |
| 3M | -4.1% | -3.0% | -1.0% | -3.3% |
| 6M | +0.7% | +6.2% | -5.5% | -1.8% |
| YTD | +8.7% | -7.9% | +16.6% | +10.6% |
| 1Y | +11.0% | +0.3% | +10.7% | +9.7% |
| 3Y | +75.4% | +117.7% | -42.3% | +31.5% |
| 5Y | +68.3% | +88.4% | -20.0% | +30.1% |
| 10Y | +315.5% | +147.3% | +168.3% | +176.0% |
| All | +738.6% | +703.0% | +35.6% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling